Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
27/01/2020 | - | 3.23 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.01% |
24/01/2020 | - | 3.48 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.07% |
23/01/2020 | - | 3.13 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.65% |
22/01/2020 | - | 2.98 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.78% |
21/01/2020 | - | 3.16 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.64% |
20/01/2020 | - | 3.20 | - | 23,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.69% |
17/01/2020 | 0.31% | 3.15 | 3.16 | 188,000 | 188,000 | 60,032 | 60,032 | 191,316 | 191,916 | 99.63% | 99.63% |
16/01/2020 | 0.31% | 3.11 | 3.12 | 188,000 | 188,000 | 60,762 | 60,762 | 192,585 | 193,192 | 97.46% | 97.46% |
15/01/2020 | 0.31% | 3.22 | 3.23 | 188,000 | 188,000 | 59,855 | 59,855 | 190,898 | 191,496 | 99.28% | 99.28% |